Base class for yield curve segments. More...

#include <ored/configuration/yieldcurveconfig.hpp>

Inheritance diagram for YieldCurveSegment:

Public Types
enum class	Type { Zero , ZeroSpread , Discount , Deposit , FRA , Future , OIS , Swap , AverageOIS , TenorBasis , TenorBasisTwo , BMABasis , FXForward , CrossCcyBasis , CrossCcyFixFloat , DiscountRatio , FittedBond , WeightedAverage , YieldPlusDefault , IborFallback , BondYieldShifted }
	supported segment types

Public Member Functions
virtual	~YieldCurveSegment ()
	Default destructor.

Serialisation
virtual void	fromXML (XMLNode *node) override

virtual XMLNode *	toXML (XMLDocument &doc) override

Inspectors
Type	type () const

const string &	typeID () const

const string &	conventionsID () const

const QuantLib::Pillar::Choice	pillarChoice () const

const vector< pair< string, bool > > &	quotes () const

Visitability
virtual void	accept (AcyclicVisitor &)

Public Member Functions inherited from XMLSerializable
void	fromFile (const std::string &filename)

void	toFile (const std::string &filename)

void	fromXMLString (const std::string &xml)
	Parse from XML string.

std::string	toXMLString ()
	Parse from XML string.

Constructors
vector< pair< string, bool > >	quotes_
	Quote and optional flag pair.

	YieldCurveSegment ()
	Default constructor.

	YieldCurveSegment (const string &typeID, const string &conventionsID, const vector< string > &quotes)
	Detailed constructor - assumes all quotes are mandatory.

pair< string, bool >	quote (const string &name, bool opt=false)
	Utility to build a quote, optional flag defaults to false.

void	loadQuotesFromXML (XMLNode *node)
	Utility method to read quotes from XML.

Detailed Description

Base class for yield curve segments.

Public Types